English, Article edition: Bayesian inference method for model validation and confidence extrapolation Xiaomo Jiang; Sankaran Mahadevan

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Bookmark: http://trove.nla.gov.au/version/50332
Physical Description
  • article
Language
  • English

Edition details

Title
  • Bayesian inference method for model validation and confidence extrapolation
Author
  • Xiaomo Jiang
  • Sankaran Mahadevan
Physical Description
  • article
Notes
  • This paper presents a Bayesian-hypothesis-testing-based methodology for model validation and confidence extrapolation under uncertainty, using limited test data. An explicit expression of the Bayes factor is derived for the interval hypothesis testing. The interval method is compared with the Bayesian point null hypothesis testing approach. The Bayesian network with Markov Chain Monte Carlo simulation and Gibbs sampling is explored for extrapolating the inference from the validated domain at the component level to the untested domain at the system level. The effect of the number of experiments on the confidence in the model validation decision is investigated. The probabilities of Type I and Type II errors in decision-making during the model validation and confidence extrapolation are quantified. The proposed methodologies are applied to a structural mechanics problem. Numerical results demonstrate that the Bayesian methodology provides a quantitative approach to facilitate rational decisions in model validation and confidence extrapolation under uncertainty.
  • Bayesian statistics, Bayes factor, hypothesis testing, model validation, extrapolation,
  • RePEc:taf:japsta:v:36:y:2009:i:6:p:659-677
Language
  • English
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